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S&P futures are down 17 points as I type this. Here are more strategy analysis documents for subscribers. Wells Fargo and Sears have very expensive put options due to significant implied volatility, which make a pure market neutral strategy yield a prohibitively high breakeven point. We have calculated the optimal risk adjusted bear plays using spreads, and detailed them in the following documents. Keep in mind that once the matket does break, one is free to leg out of market neutral and spread positions to take full advantage. Since I don't offer trading advice here, I won't go into detail, but I welcome all discussion in which I will participate.

I consider the spread and neutral strategies' legs hedges.

 SHLD Option Strategy Analysis SHLD Option Strategy Analysis 2009-08-17 05:46:12 173.99 Kb

WFC January 2010 series WFC January 2010 Series Option Strategy Analysis 2009-08-17 05:52:27 165.88 Kb